+435.5%
DIS vs SBAC
+2,207.9%
-1,772.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +5.2% | +1.2% | +4.0% | +5.1% |
| 30D | +11.5% | +11.2% | +0.3% | +9.7% |
| 3M | +11.5% | +4.5% | +7.1% | +10.7% |
| 6M | +8.9% | -12.2% | +21.0% | +10.5% |
| YTD | +3.4% | -0.1% | +3.5% | +2.5% |
| 1Y | +7.2% | -0.3% | +7.4% | +6.3% |
| 3Y | +43.3% | -8.7% | +52.0% | +42.5% |
| 5Y | -31.4% | -40.2% | +8.7% | -27.9% |
| 10Y | +37.1% | +97.3% | -60.3% | +20.4% |
| All | +435.5% | +2,207.9% | -1,772.4% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling